Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 2.65% | 0.71 CHF | 0.73 CHF | 80,000 | 10,000 | 79,428 | 9,956 | 54,103 CHF | 6,963 CHF | 99.39% | 99.39% |
15/04/2025 | 2.57% | 0.70 CHF | 0.72 CHF | 80,000 | 20,000 | 79,948 | 20,000 | 55,292 CHF | 14,193 CHF | 98.97% | 98.97% |
14/04/2025 | 2.90% | 0.67 CHF | 0.68 CHF | 80,000 | 20,000 | 89,010 | 20,000 | 52,306 CHF | 12,111 CHF | 83.44% | 83.44% |
11/04/2025 | 3.38% | 0.58 CHF | 0.60 CHF | 90,000 | 20,000 | 90,520 | 18,985 | 49,432 CHF | 10,734 CHF | 88.05% | 88.05% |
10/04/2025 | 4.13% | 0.58 CHF | 0.60 CHF | 90,000 | 20,000 | 81,513 | 18,285 | 52,475 CHF | 12,197 CHF | 81.59% | 81.59% |
09/04/2025 | 5.53% | 0.50 CHF | 0.53 CHF | 100,000 | 5,000 | 99,579 | 5,000 | 51,891 CHF | 2,755 CHF | 85.70% | 85.70% |
08/04/2025 | 4.21% | 0.61 CHF | 0.63 CHF | 90,000 | 10,000 | 94,294 | 8,799 | 52,781 CHF | 5,190 CHF | 91.17% | 91.17% |
07/04/2025 | 7.79% | 0.52 CHF | 0.57 CHF | 100,000 | 2,000 | 112,554 | 3,287 | 52,276 CHF | 1,639 CHF | 50.80% | 50.80% |
04/04/2025 | 3.66% | 0.67 CHF | 0.69 CHF | 80,000 | 10,000 | 75,953 | 8,471 | 53,554 CHF | 6,240 CHF | 71.53% | 71.53% |
03/04/2025 | 2.75% | 0.95 CHF | 0.98 CHF | 60,000 | 5,000 | 56,029 | 7,819 | 55,390 CHF | 8,004 CHF | 93.48% | 93.48% |